Sports Illustrated says the photo was taken Sunday in Rio de Janeiro. A video of the shoot reveals Phelps showing fellow swimmer Ledecky the best way to arrange her medals, adding "I've done it before, you'll learn, don't worry about it." Phelps has won 28 Olympic medals, 23 of them gold.

Biles has won three gymnastics golds and a bronze in Rio. She could add to that haul during the floor exercise final Tuesday.